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Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models

Tersimpan di:
Main Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar
Format: Article
Bahasa: eng
Terbitan: , 2017
Subjects:
Augmented Dickey Fuller Test
geophysical time series
maximum likelihood estimation
stochastic volatility model
Online Access: https://zenodo.org/record/1132226
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https://zenodo.org/record/1132226

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